59274

Christopher Dougherty

3rd ed

Oxford University Press Oxford New York

2007

xiii, 464 p. : ill. ; 25 cm

Includes bibliographical references (p. [451]-453) and indexes. , Review : random variables, sampling, and estimation -- Simple regression analysis -- Properties of the regression coefficients and hypothesis testing -- Multiple regression analysis -- Transformations of variables -- Dummy variables --- Specification of regression variables : a preliminary skirmish -- Heteroscedasticity -- Stochastic regressors and measurement errors -- Simultaneous equations estimation -- Binary choice and limited dependent variable models, and maximum likelihood estimation -- Models using time series data -- Properties of regression models with time series data -- Introduction to nonstationary time series -- Introduction to panel data models

HB

139

.D69

2007